+232.7%
LITE vs DXCM
+44.8%
+187.9%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +6.6% | -14.5% | -6.3% |
| 7D | -31.4% | +12.5% | -44.0% | -29.5% |
| 30D | -42.6% | +1.8% | -44.4% | -41.8% |
| 3M | -26.2% | +1.8% | -28.0% | -25.1% |
| 6M | -35.8% | +47.4% | -83.2% | -35.5% |
| YTD | +70.0% | +33.3% | +36.7% | +82.5% |
| 1Y | +232.7% | +44.6% | +188.1% | +261.3% |
| All | +232.7% | +44.8% | +187.9% | +261.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DXCM.
Daily Out/Under-Performance
Portfolio return minus DXCM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DXCM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded DXCM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling